Quant jobs / Squarepoint Capital

Senior Quantitative Researcher – Volatility

A senior researcher role developing volatility strategies at a large multi-strategy quant manager. Work sits within the firm's automated trading framework.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research signals in implied and realised volatility
Implement and deploy volatility strategies in the framework
Study option market structure across exchanges
Check results for statistical significance and robustness

What they ask for

Required

Degree in maths, statistics, econometrics, financial engineering, OR, CS or physics
Programming in at least one of C++, Java or Python
Statistical rigour and scepticism about results
Clear communication across regions
Working well under pressure

Education: Quantitative degree such as maths, statistics, econometrics, financial engineering, OR, CS or physics
Experience: Experienced systematic researcher; no specific years stated
Languages and tools: C++
Java
Python
Markets: options

How to prepare

Build a variance-risk-premium backtest on index options
Learn implied volatility surface construction and Greeks
Study realised-volatility forecasting
Practise hedging simulations and their cost drag

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Squarepoint Capital’s site before applying: requirements, location and pay can change after we check them.

View the posting on Squarepoint Capital’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Squarepoint Capital and doesn’t handle applications.